Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52304.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48151.65 Kr¶

PnL: ---------------------------------------> -780.35 Kr¶

DD now: ---------------------------------> -1.536 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:27:15.516285'

Anic Portfolio¶

Today¶

Return: 0.073 %¶

This Week¶

Return: -0.022 %¶

Total portfolio value¶

Return including deposits: 71.232 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -1.370000 2275.000000 96.000000 4.410000 2179.000005
Embracer Group B 26 5.080000 753.480000 91.480000 13.820000 661.999988
BHG Group 49 2.610000 711.480000 72.480000 11.340000 638.999984
Vitrolife 3 0.410000 727.200000 50.200000 7.420000 677.000001
Xvivo Perfusion 3 0.170000 882.000000 37.000000 4.380000 845.000001
Biotage 4 0.510000 636.000000 33.000000 5.470000 603.000000
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Addnode Group B 6 0.780000 772.800000 20.800000 2.770000 751.999998
SynAct Pharma 9 0.540000 665.100000 20.100000 3.120000 645.000003
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 0.170000 710.400000 10.400000 1.490000 699.999999
Sdiptech B 3 0.360000 828.000000 6.000000 0.730000 822.000000
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Latour B 2 -0.310000 443.600000 -5.400000 -1.200000 449.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Fortnox 10 1.790000 660.400000 -7.600000 -1.140000 668.000000
Sampo Oyj SDB 1 0.200000 495.500000 -9.500000 -1.880000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.490000 642.250000 -11.750000 -1.800000 653.999997
Investor B 3 -0.250000 645.750000 -12.250000 -1.860000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
BONESUPPORT HOLDING 10 -0.580000 1207.000000 -17.000000 -1.390000 1224.000000
Nolato B 12 0.480000 630.000000 -18.000000 -2.780000 648.000000
Indutrade 5 0.150000 1301.000000 -19.000000 -1.440000 1320.000000
SCA A 4 -1.500000 577.600000 -21.400000 -3.570000 599.000000
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Ambea 68 0.610000 2480.640000 -56.360000 -2.220000 2537.000032
Sedana Medical 135 -0.440000 4271.400000 -59.600000 -1.380000 4330.999935
Creades A 7 0.000000 551.250000 -59.750000 -9.780000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Lundin Gold 7 -1.120000 868.000000 -106.000000 -10.880000 973.999999
Investor A 16 -0.090000 3438.400000 -106.600000 -3.010000 3545.000000
New Wave B 40 -0.130000 3740.400000 -175.600000 -4.480000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 48151.650000 -780.350000 -1.53578% 48931.999868

Updated:¶

'2023-06-16 09:27:33.086030'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶